{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
m window Rolling window length	81
α ARCH Response to squared shocks	0.2006	3.25***
β GARCH Volatility persistence	0.8014	218.96***
γ leverage Additional response to negative shocks	-0.2006	-1.71*
λ₁ tau intercept Baseline long-term coefficient	0.5526	3.88***
λ₂ forecast adj. Forecast performance sensitivity	0.9726	3.73***
λ₃ tau persistence Long-term factor persistence	0.0170	0.77

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